• Title/Summary/Keyword: 경로의존형

Search Result 50, Processing Time 0.026 seconds

Option Pricing and Sensitivity Evaluation Methodology: Improvement of Speed and Accuracy (옵션 가치 및 민감도 평가 방법: 속도와 정확도 개선에 대한 고찰)

  • Choi, Young-Soo;Oh, Se-Jin;Lee, Won-Chang
    • Communications for Statistical Applications and Methods
    • /
    • v.15 no.4
    • /
    • pp.563-585
    • /
    • 2008
  • This paper presents how to improve the efficiency and accuracy in the pricing and sensitivity evaluation for derivatives, since the need for the evaluation of complicated derivatives is increased. The Monte Carlo(MC) simulation using the quasi random number instead of pseudo random number can improve the elapsed time and accuracy for the valuation of European-type derivatives. However, the quasi MC simulation method has its limit for applying it in the multi-dimensional case such as American-type and path-dependent options due to the increased correlation between dimensions as the dimension of random numbers is increased. In order to complement this problem, we develop a modified method in which correlation values are controlled to be below a pre-specified value. Thus, this method is applicable for the pricing of either derivatives ill which underlying assets or risk factors are several or derivatives having path-dependent or early redemption property. Furthermore, we illustrate that it is important to take an appropriate grid interval for the use of finite difference method(FDM) by applying the FDM to one example of non-symmetrical butterfly spreads.

Comparison of Uptake of Ionic and Tf-bound Fe-59 and Ga-67 in Transformed and Untransformed Cells (변형세포와 비변형세포에서 이온형과 Transferrin 결합형 Fe-59와 Ga-67 섭취율의 비교)

  • Sohn, Myung-Hee;Lee, Young-Hwan;Lee, Sang-Yong;Chung, Gyung-Ho;Han, Young-Min;Kim, Jong-Soo;Choi, Ki-Chul;Yim, Chang-Yeol
    • The Korean Journal of Nuclear Medicine
    • /
    • v.30 no.1
    • /
    • pp.145-151
    • /
    • 1996
  • Pathways both mediated by and independent of transferrin(Tf) and the TfR have been described for the accumulation of iron. Although it is not clear whether the same systems take up iron and gallium, these pathways may suggest the contention that uptake of Ga-67 can, in fact, occur by both Tf-independent and Tf-dependent systems and may share with Fe-59 in part the same mechanism for uptake. The predominant system by which uptake of both radiometals occurs may be different in the degree of the transformation of tumor. Transformed(MMSV/3T3) and untransformed(BALB/3T3) cells were incubated with luM of Ga-67-citrate of Fe-59-chloride for 15 min. at $37^{\circ}C$ in either the presence or absence of Tf. After then, the monolayers were washed with HBSS or PBS, and the cells were solubilized in 1% SDS for gamma well counting and protein determinations. There were similarities, as well as differences, in the pattern of uptake of Fe-59 and Ga-67 presented both in ionic from and as bound to Tf. Both radiometals appeared gain to cells in either ionic or Tf-bound forms. Transformed cells appeared to accumulate more radiometal, either Ga-67 or Fe-59 in the presence of Tf than do the their untransforemd counterparts. Conversly the presentation of either radiometal in ionic form resulted in significantly greater accumulation of metal by the untransformed cells than those transformed. The efficiency for uptake of Ga-67 or Fe-59 in the absence of Tf was greater than for uptake of the Ga-Tf or Fe-Tf. However, the magnitude of difference in efficiency of uptake was greater for Fe-59(10-fold) than for Ga-67 (3-fold). Our results Supports the theory that both Tf-independent and Tf-dependent systems for the uptake of Ga-67 both systems operate oppositely between transformed cells and those untransformed, with uptake by the predominating in transformed cells by the Tf-mediated system and in untransformed cells by the Tf-independent. The uptake of Ga-67 by tumor may share with Fe-59 in part the same mechanism.

  • PDF

Finite Element Analysis of Reinforced Concrete Hollow Columns Using Path-dependent Volume Control Method (경로의존형 체적제어법을 이용한 철근콘크리트 중공 기둥의 유한요소해석)

  • Song, Ha-Won;Nam, Sang-Hyeok;Lim, Sang-Mook
    • Journal of the Korea Concrete Institute
    • /
    • v.19 no.3
    • /
    • pp.341-350
    • /
    • 2007
  • The volume control method which utilize a pressure node added into a finite shell element can overcome the drawbacks of conventional load control method and displacement control method. In this study, an improved volume control method is introduced for effective analysis of path-dependent behaviors of RC columns subjected to lateral cyclic loading or reversed cyclic loading along with compressive loading. RC shell structures and RC hollow columns are analyzed by discretizing the structures with layered shell elements and by applying in-plane two dimensional constitutive equations for concrete layers and reinforcement layers of the shell elements. The so-called path dependent volume control method as a finite element analysis technique is verified by comparing analysis results with other data including experimental results. The validity and applicability of the modeling technique is also confirmed by the comparison.

A Study on the Non-linear Relationship between Asymmetric Interdependence and Conflict (불균형적 상호의존성과 갈등간 비선형적 관계에 대한 연구)

  • Kim, Jong-Keun;Kim, Jae-Wook
    • Journal of Distribution Research
    • /
    • v.10 no.2
    • /
    • pp.49-72
    • /
    • 2005
  • As interdependence and conflict are important to the understanding of channel interactions, many researchers have studied their relationship. Identifying the relationship between interdependence and conflict will help understanding an exchange relationship. In social science, the relationship between interdependence and conflict is explained by two contradictory theories, and there are also inconsistent results in marketing science. The authors suggest non-linear relations between asymmetric interdependence and conflict, based on bilateral deterrence theory and conflict spiral theory. Using survey data from industrial market, we demonstrate that there is an inverted U-shaped relationship between asymmetric interdependence and interfirm conflict. The result show, as the magnitude of interdependence is high. the hypothesis on the non-linear relationship between asymmetric interdependence and conflicts is acceptable on both suppliers and distributors. Finally, we discuss several theoretical implications and suggest limitations and future research issues.

  • PDF

환경동태성이 프랜차이즈 본부와 가맹점간 장기지향성에 미치는 영향 - 관계수명주기, 경로기후, 의존성의 조절효과 -

  • Kim, Sang-Deok;O, Se-Jo
    • Proceedings of the Korean DIstribution Association Conference
    • /
    • 2006.02a
    • /
    • pp.15-42
    • /
    • 2006
  • 프랜차이즈 시스템은 서로 독립적인 프랜차이즈 본부와 가맹점이 계약에 의해 상호의무를 준수하면서 운영되는 시스템이다. 이러한 프랜차이즈 시스템은 다른 유통경로 시스템과 마찬가지로 개방형 시스템이기 때문에 환경의 변화에 민감하다. 특히, 급속하게 변화하는 고객 욕구와 경쟁전략은 프랜차이즈 시스템의 성과에 매우 큰 영향을 미친다. 이처럼 환경의 변화가 심할 경우는 프랜차이즈 본부와 가맹점 간 관계결속이 중요한 데 강한 결속력을 가진 장기적인 파트너십이야 말로 변화하는 환경에 대응할 수 있는 무기가 된다. 본 연구는 이러한 환경의 변화 즉, 환경동태성과 프랜차이즈 시스템의 장기지향성을 다루고 있다. 연구의 주된 관심은 첫째, 수요부문과 경쟁부문의 환경 동태성이 프랜차이즈 시스템 구성원 간 장기지향성에 어떠한 영향을 미치는 지 밝히는 것이고, 둘째, 이러한 환경의 영향이 다양한 조절변수 (관계수명주기, 경로기후, 의존성)에 의해 어떻게 달라지는 지를 규명하는 것이다. 이러한 목적으로 본 연구는 국내의 대표적인 프랜차이즈 업체인 L사의 가맹점 96곳을 대상으로 설문조사를 실시하였다. 구조방정식 모형을 통한 분석결과 수요부문 동태성은 프랜차이즈 가맹점의 장기지향성을 약화시킨 반면, 경쟁부문 동태성은 강화시켰다. 한편 관계수명주기, 경로기후에 따라 수요부문, 경쟁부문 환경 동태성의 영향은 달라졌지만, 의존성은 유의적인 조절효과를 나타내지 못했다.

  • PDF

Inhibition of the Jun Aminoterminal Kinase by SP600125 Blocks PMA-Induced 92kDa Type IV Collagenase Secretion (PMA 유도 제4형 단백분해효소 분비를 차단하는 SP600125에 의한 Jun Aminoterminal Kinase의 억제)

  • Shin, Min
    • Journal of Oral Medicine and Pain
    • /
    • v.26 no.2
    • /
    • pp.95-105
    • /
    • 2001
  • 제 4형 콜라젠을 분해하는 MMP-9은 조직 재생에 중요한 역할을 하기 때문에 주목받아 왔는데, 이전의 문헌들에서 PMA에 의해 이 유전자 발현이 강하게 상승발현된다고 알려져 있다. 비록 MMP-9 발현을 조절하는 PMA의 기전이 잘 밝혀지지는 않았지만, 다른 유전자발현에서의 이 phorbol ester의 효과는 c-raf-1-ERK 신호전달통로의 활성에 관해 연구되어 오고 있다. 하지만 이번 연구에서 저자는 MMP-9 발현에서 PMA의 상승효과에는 대개는 스트레스성 자극과 관련된 JNK1 의존성 신호전달과정이 또한 필요하다는 다른 가능성을 조사하였다. 그 결과 JNK 억제재중 하나인 SP 600125가 UM-SCC-1세포주에서 PMA에 의해 유도된 MMP-9 상승발현을 용량의존적으로 억제하는 것으로 나타났고 72시간동안 전처치를 한 경우에 그의 억제효과가 최대이었다. phorbol ester로 처리한 세포에 GAL4 luciferase reporter와 vector를 주입해서 조사한 결과 PMA가 c-Jun transacting 활성을 상승시켰다. 그뿐 아니라 PMA에 의한 MMP-9 촉진자 활성에는 AP-1 motif가 필요하며 이 motif에 c-Jun이 결합하는 것을 EMSA를 통해 확인하였다. 결론적으로 UM-SCC-1 세포주에서 PMA에 의한 MMP9의 증가된 발현은 이미 밝혀진 ERK 경로뿐 아니라 JNK 경로를 통한 결과임이 밝혀져 이 경로를 차단하는 방법이 또하나의 암치료 방향을 제시해주고 있다.

  • PDF

Electronic Properties of the Oxide Film and Anodic Oxidation Mechanism of Iron in Borate Buffer Solution (Borate 완충용액에서 철의 산화 반응구조와 산화피막의 전기적 특성)

  • Kim, Hyun-Chul;Kim, Youn-Kyoo
    • Journal of the Korean Chemical Society
    • /
    • v.56 no.5
    • /
    • pp.542-547
    • /
    • 2012
  • We have investigated the electronic properties of the oxide film and anodic oxidation mechanism. Iron was oxidized by two reaction pathways depending on pH. The oxide film has showed the electronic properties of n-type semiconductor based on the Mott-Schottky equation.

A Individualized Reasoning Strategy using Learner's Cognitive Union (학습자 인지 구조체를 이용한 추론의 개별화 전략)

  • Kim, Yong-Beom;Kim, Yungsik
    • The Journal of Korean Association of Computer Education
    • /
    • v.9 no.5
    • /
    • pp.31-39
    • /
    • 2006
  • The change into the knowledge based information society requires a transformation of educational paradigm. Accordingly, intelligent learning and distance education are attracting a fair amount of attention. To apply the instructional learning method in this field, we need to consider a individualization of learning, as it were, abstraction of fact and path through learning, which is based on learner's traits, this focus entails a argument for individualized reasoning strategy. Therefore, in this paper, we design a learner's cognitive union, which is based on X-Neuronet(eXtended Neuronet), represent learner's hierarchical knowledge is able to self-learn, and grows adaptive union by proprietor. Additionally, we propose a individualized reasoning strategy, which relies upon learner's cognitive union, and verify the validity.

  • PDF

The Relationship Characteristics and Cooperation between Wholesalers and Small and Medium Pharmacy Stores in Medical Supplies Channel (의약품 도매상과 약국간 관계특성과 협력에 관한 연구)

  • Kim, Sang-Hyeon;Kim, Jae-Ryun
    • Journal of Global Scholars of Marketing Science
    • /
    • v.13
    • /
    • pp.183-208
    • /
    • 2004
  • Recently, there is increasing interest in strengthening wholesaler functions and building cooperative relationships between wholesalers and small and medium pharmacy stores in medical supplies channel. Building cooperative relationships between wholesalers and small and medium pharmacy stores is a prior condition to normalize and modernize medical supplies channel. This study tries to understand relationship characteristics and examines the relationships between relationship characteristics and cooperation in medical supplies channel. Drawing from the previous studies, this article identifies relationalisrn, reward power, trust, and dependency as the relationship characteristics and empirically investigates their relationships. The study results confirm that relationship characteristics have significant effects on cooperation and satisfaction. Also cooperation influences satisfaction. Based on these study results, various plans to build cooperative relationships between wholesalers and small and medium pharmacy stores are suggested.

  • PDF

An Evaluation of Routing Methods and the Golden Zone Effect in the Warehouses Order Picking System (창고의 복도형 오더 피킹 시스템의 'Golden Zone' 운영과 경로 최적화 알고리즘 효과 비교)

  • Li, Jin;Lee, Yong-Dae;Kim, Sheung-Kown
    • Journal of the Korea Society for Simulation
    • /
    • v.20 no.2
    • /
    • pp.67-76
    • /
    • 2011
  • Order picking in automotive service parts warehouses is considered to be the most labor-intensive operation. Such warehouses contain hundreds of thousands of items, but normally 20% of products contribute to about 80% of turnover according to Pareto's 80-20 principle. Therefore most fast moving items are located near an outbound area which is called the "Golden Zone". Order picking routing efficiency is related to productivity and labor cost. However, most companies use simple methods. In this paper, we describe a series of computational experiments over a set of test cases where, we compared various previously existing routing heuristics to an optimal algorithm. We focus on examining the influence of the golden zone on the performance and selection of routing methods. The results obtained show that the optimal routing method increases the productivity at least 17.2%, and all the routing methods have better performance as the pick up rate from the golden zone increases.